Kristal Kola (Turkey) Market Value
| KRSTL Stock | TRY 5.75 0.07 1.20% |
| Symbol | Kristal |
Kristal Kola 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Kristal Kola's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Kristal Kola.
| 01/02/2023 |
| 12/22/2024 |
If you would invest 0.00 in Kristal Kola on January 2, 2023 and sell it all today you would earn a total of 0.00 from holding Kristal Kola ve or generate 0.0% return on investment in Kristal Kola over 720 days. Kristal Kola is related to or competes with Koza Anadolu, Gentas Genel, ICBC Turkey, E Data, and Cuhadaroglu Metal. Kristal Kola ve Mesrubat Sanayi Ticaret A.S More
Kristal Kola Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Kristal Kola's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Kristal Kola ve upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.68 | |||
| Information Ratio | 0.0281 | |||
| Maximum Drawdown | 19.95 | |||
| Value At Risk | (3.33) | |||
| Potential Upside | 5.19 |
Kristal Kola Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kristal Kola's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kristal Kola's standard deviation. In reality, there are many statistical measures that can use Kristal Kola historical prices to predict the future Kristal Kola's volatility.| Risk Adjusted Performance | 0.038 | |||
| Jensen Alpha | 0.1099 | |||
| Total Risk Alpha | 0.0225 | |||
| Sortino Ratio | 0.0321 | |||
| Treynor Ratio | (1.42) |
Kristal Kola ve Backtested Returns
Kristal Kola is slightly risky at the moment. Kristal Kola ve has Sharpe Ratio of 0.0299, which conveys that the firm had a 0.0299% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Kristal Kola, which you can use to evaluate the volatility of the firm. Please verify Kristal Kola's Mean Deviation of 1.95, downside deviation of 2.68, and Risk Adjusted Performance of 0.038 to check out if the risk estimate we provide is consistent with the expected return of 0.0916%. Kristal Kola has a performance score of 2 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.0762, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Kristal Kola are expected to decrease at a much lower rate. During the bear market, Kristal Kola is likely to outperform the market. Kristal Kola ve right now secures a risk of 3.06%. Please verify Kristal Kola ve downside variance, and the relationship between the sortino ratio and accumulation distribution , to decide if Kristal Kola ve will be following its current price movements.
Auto-correlation | -0.28 |
Weak reverse predictability
Kristal Kola ve has weak reverse predictability. Overlapping area represents the amount of predictability between Kristal Kola time series from 2nd of January 2023 to 28th of December 2023 and 28th of December 2023 to 22nd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Kristal Kola ve price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current Kristal Kola price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.28 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 5.37 |
Kristal Kola ve lagged returns against current returns
Autocorrelation, which is Kristal Kola stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Kristal Kola's stock expected returns. We can calculate the autocorrelation of Kristal Kola returns to help us make a trade decision. For example, suppose you find that Kristal Kola has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Kristal Kola regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Kristal Kola stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kristal Kola stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kristal Kola stock over time.
Current vs Lagged Prices |
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Kristal Kola Lagged Returns
When evaluating Kristal Kola's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kristal Kola stock have on its future price. Kristal Kola autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Kristal Kola autocorrelation shows the relationship between Kristal Kola stock current value and its past values and can show if there is a momentum factor associated with investing in Kristal Kola ve.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Kristal Stock
Kristal Kola financial ratios help investors to determine whether Kristal Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Kristal with respect to the benefits of owning Kristal Kola security.